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Sandunovskiye Bani, Moscow

Concierge.com's insider take:

Russians are passionate about their steam baths, and believe them to be a cure for almost any ailment. The 19th-century Sandunovskiye Bani (Sanduny for short) are the place to experience this firsthand. The experience is not for the faint of heart (literallyRussians also believe the steam baths can kill you, so don't enter if you have a bad heart): The steamy heart of the banya is hotter than an oven and steamier than a jungle. Even some Russians can't make it much past the door, but they try and try again. Like baths anywhere in the world, the Russian banya has its traditionssome women still bring homemade potions to use in the shower after a soak, for example. If you haven't brought your own, the banya sells fancy creams as well as felt hats emblazoned with the Sanduny logo (Russians, both men and women, cover their hair in the banya to protect it from the heat). There's also a restaurant that serves Russian, Uzbek, and Chinese food.

The men's baths are divided into the luxurious "higher class" (about $65 for two hours), the quaintly old-fashioned "second higher class" (about $50 for two hours), and the most basic "first class" (about $40 for two hours). The women's baths have two sections: "higher class" (about $60 for three hours) and "first class" (about $40 for two hours). Extra services (such as manicures, pedicures, and tanning) and towels cost extra. Children under 7 are not permitted. Sanduny has become aware of its attraction to foreigners and now accepts credit cards and has installed signs in English.